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Author: Alexander Tartakovsky
Publisher: CRC Press
Published: 2014-08-27
Total Pages: 600
ISBN-13: 1439838216
DOWNLOAD EBOOK →Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detecti
Author: Alexander Tartakovsky
Publisher: CRC Press
Published: 2019-12-11
Total Pages: 321
ISBN-13: 1498757596
DOWNLOAD EBOOK →Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades. The methods are illustrated through real data examples, and software is referenced where possible. The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.
Author: Michèle Basseville
Publisher:
Published: 1993
Total Pages: 568
ISBN-13:
DOWNLOAD EBOOK →Presents mathematical tools and techniques for solving change detection problems in wide domains like signal processing, controlled systems and monitoring. The book covers a wide class of stochastic processes, including scalar independent observations and multidimensional dependent ARMA.
Author: Bernard C. Levy
Publisher: Springer Science & Business Media
Published: 2008-12-16
Total Pages: 647
ISBN-13: 0387765441
DOWNLOAD EBOOK →This textbook provides a comprehensive and current understanding of signal detection and estimation, including problems and solutions for each chapter. Signal detection plays an important role in fields such as radar, sonar, digital communications, image processing, and failure detection. The book explores both Gaussian detection and detection of Markov chains, presenting a unified treatment of coding and modulation topics. Addresses asymptotic of tests with the theory of large deviations, and robust detection. This text is appropriate for students of Electrical Engineering in graduate courses in Signal Detection and Estimation.
Author: Edward G. Carlstein
Publisher: IMS
Published: 1994
Total Pages: 400
ISBN-13: 9780940600348
DOWNLOAD EBOOK →Author: MengChu Zhou
Publisher: John Wiley & Sons
Published: 2015-04-20
Total Pages: 898
ISBN-13: 1118271866
DOWNLOAD EBOOK →Various systems science and engineering disciplines are covered and challenging new research issues in these disciplines are revealed. They will be extremely valuable for the readers to search for some new research directions and problems. Chapters are contributed by world-renowned systems engineers Chapters include discussions and conclusions Readers can grasp each event holistically without having professional expertise in the field
Author: Pierre Moulin
Publisher: Cambridge University Press
Published: 2019
Total Pages: 423
ISBN-13: 1107185920
DOWNLOAD EBOOK →A mathematically accessible textbook introducing all the tools needed to address modern inference problems in engineering and data science.
Author: National Research Council
Publisher: National Academies Press
Published: 1996-05-08
Total Pages: 317
ISBN-13: 0309053455
DOWNLOAD EBOOK →The Bering Sea, which lies between the United States and Russia, is one of the most productive ecosystems in the world and has prolific fishing grounds. Yet there have been significant unexplained population fluctuations in marine mammals and birds in the region. The book examines the Bering Sea ecosystem's dynamics and the relationship between man and the ecosystem, in order to identify potential reasons for the population fluctuations as well as identify ways the Sea's living resources can be better managed by government.
Author: David Siegmund
Publisher: Springer Science & Business Media
Published: 2013-04-09
Total Pages: 285
ISBN-13: 1475718624
DOWNLOAD EBOOK →The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain in response to demands for more efficient sampling inspection procedures during World War II. The develop ments were admirably summarized by their principal architect, A. Wald, in his book Sequential Analysis (1947). In spite of the extraordinary accomplishments of this period, there remained some dissatisfaction with the sequential probability ratio test and Wald's analysis of it. (i) The open-ended continuation region with the concomitant possibility of taking an arbitrarily large number of observations seems intol erable in practice. (ii) Wald's elegant approximations based on "neglecting the excess" of the log likelihood ratio over the stopping boundaries are not especially accurate and do not allow one to study the effect oftaking observa tions in groups rather than one at a time. (iii) The beautiful optimality property of the sequential probability ratio test applies only to the artificial problem of testing a simple hypothesis against a simple alternative. In response to these issues and to new motivation from the direction of controlled clinical trials numerous modifications of the sequential probability ratio test were proposed and their properties studied-often by simulation or lengthy numerical computation. (A notable exception is Anderson, 1960; see III.7.) In the past decade it has become possible to give a more complete theoretical analysis of many of the proposals and hence to understand them better.
